MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,452
COMMITMENTS
3,162 1,758 5,382 25,799 22,269 34,342 29,409 6,109 11,043
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 853)
120 307 -15 594 485 699 777 153 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 4.3 13.3 63.8 55.1 84.9 72.7 15.1 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
18 9 16 28 30 55 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 237,137
COMMITMENTS
41,440 50,276 53,198 118,389 94,406 213,028 197,880 24,109 39,257
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -3,788)
-450 -3,137 591 -2,921 1,434 -2,780 -1,113 -1,008 -2,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 21.2 22.4 49.9 39.8 89.8 83.4 10.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
67 83 85 35 56 160 185
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,160
COMMITMENTS
72 579 332 1,088 709 1,492 1,620 668 540
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -3)
8 18 -51 33 -2 -10 -35 7 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 26.8 15.4 50.4 32.8 69.1 75.0 30.9 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 9 5 7 4 13 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 282,759
COMMITMENTS
62,454 48,945 61,323 134,985 115,882 258,762 226,149 23,997 56,610
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,199)
2,824 -1,072 -1,961 472 2,923 1,335 -110 -136 1,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 17.3 21.7 47.7 41.0 91.5 80.0 8.5 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
78 103 92 99 141 229 298
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,525
COMMITMENTS
4,173 4,584 1,077 3,425 2,099 8,675 7,760 1,850 2,766
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 711)
217 -0 315 114 120 646 434 66 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 43.5 10.2 32.5 19.9 82.4 73.7 17.6 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
25 29 11 16 26 49 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,015
COMMITMENTS
19,988 6,013 7,311 10,811 8,556 38,111 21,881 4,904 21,134
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,035)
686 210 605 161 107 1,452 922 -418 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 14.0 17.0 25.1 19.9 88.6 50.9 11.4 49.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
41 33 32 46 57 104 108
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 104,818
COMMITMENTS
27,494 17,008 10,230 35,778 54,584 73,503 81,823 31,316 22,995
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 6,616)
1,865 1,821 752 4,673 1,486 7,290 4,059 -674 2,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 16.2 9.8 34.1 52.1 70.1 78.1 29.9 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 17 13 28 23 56 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 79,057
COMMITMENTS
28,663 13,466 3,680 21,014 53,644 53,357 70,789 25,700 8,268
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 4,674)
3,451 -6,797 413 -984 13,270 2,880 6,886 1,794 -2,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 17.0 4.7 26.6 67.9 67.5 89.5 32.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
23 9 4 12 13 36 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 81,705
COMMITMENTS
34,615 10,652 188 40,145 67,121 74,948 77,961 6,757 3,744
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -503)
-3,656 2,333 -61 2,219 -4,352 -1,498 -2,080 995 1,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 13.0 0.2 49.1 82.2 91.7 95.4 8.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
40 20 1 10 17 51 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 111,927
COMMITMENTS
33,791 31,125 13,306 45,253 39,021 92,349 83,451 19,578 28,476
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 11,131)
-73 519 1,868 10,488 6,183 12,284 8,571 -1,152 2,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 27.8 11.9 40.4 34.9 82.5 74.6 17.5 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
16 31 12 19 20 42 56
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 251,639
COMMITMENTS
63,773 27,765 27,427 121,243 174,341 212,443 229,534 39,196 22,105
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -7,139)
-1,605 -5,084 5,532 -11,557 -4,977 -7,630 -4,529 491 -2,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 11.0 10.9 48.2 69.3 84.4 91.2 15.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
42 25 19 29 29 78 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 217,907
COMMITMENTS
63,926 38,007 23,992 71,042 108,172 158,959 170,171 58,948 47,737
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 11,925)
-16,737 4,587 3,676 21,991 -1,171 8,930 7,092 2,995 4,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 17.4 11.0 32.6 49.6 72.9 78.1 27.1 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
49 48 27 35 35 98 96
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,818
COMMITMENTS
14,406 2,951 108 4,692 17,513 19,206 20,572 2,612 1,246
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -649)
-2,563 1,731 0 2,234 -3,007 -329 -1,276 -320 627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 13.5 0.5 21.5 80.3 88.0 94.3 12.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 7 1 10 12 24 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,454,530
COMMITMENTS
1374258 490,658 10365859 10205559 10915896 21945675 21772413 1508855 1682117
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,819,436)
107,444 11,069 1197128 456,629 447,799 1761201 1655996 58,235 163,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.1 44.2 43.5 46.5 93.6 92.8 6.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
68 57 120 138 135 273 261
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 776,346
COMMITMENTS
75,526 82,555 105,177 447,659 449,989 628,362 637,720 147,984 138,626
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 68,275)
4,678 5,564 20,903 23,248 23,097 48,828 49,563 19,446 18,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 10.6 13.5 57.7 58.0 80.9 82.1 19.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
61 40 62 86 62 170 141
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,689,710
COMMITMENTS
525,696 473,690 172,878 1513528 1718909 2212101 2365477 477,609 324,233
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 364,505)
99,353 -28,496 -7,169 134,383 257,212 226,567 221,547 137,939 142,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 17.6 6.4 56.3 63.9 82.2 87.9 17.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
100 103 75 117 105 256 244
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,999
COMMITMENTS
14,820 36,377 57 80,276 65,201 95,153 101,635 10,846 4,364
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 208)
-226 229 -229 2,174 317 1,719 317 -1,511 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 34.3 0.1 75.7 61.5 89.8 95.9 10.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
12 18 1 44 29 57 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,607
COMMITMENTS
9,977 12,291 68 26,251 26,172 36,296 38,531 8,311 6,076
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 2,907)
3,972 -605 -73 -176 4,001 3,723 3,323 -816 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 27.6 0.2 58.8 58.7 81.4 86.4 18.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 12 1 24 18 36 31
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 380,327
COMMITMENTS
110,450 140,909 13,574 189,125 169,010 313,149 323,494 67,178 56,834
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 14,628)
21,975 -34,400 -4,227 -37,800 19,385 -20,051 -19,242 34,679 33,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 37.0 3.6 49.7 44.4 82.3 85.1 17.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
78 62 27 57 50 146 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 69,984
COMMITMENTS
23,715 18,235 650 19,825 37,258 44,190 56,143 25,794 13,841
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -13,602)
-16,808 2,982 -62 6,221 -20,882 -10,649 -17,963 -2,953 4,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 26.1 0.9 28.3 53.2 63.1 80.2 36.9 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
18 14 2 9 11 28 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 43,255
COMMITMENTS
1,293 14,924 955 26,875 23,028 29,123 38,907 14,132 4,348
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,564)
-171 325 152 33 618 14 1,094 1,550 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 34.5 2.2 62.1 53.2 67.3 89.9 32.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 22 3 19 26 24 48
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 667,534
COMMITMENTS
68,677 251,726 21,881 553,048 342,921 643,605 616,529 23,929 51,006
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -7,131)
1,433 -11,093 3,210 -13,197 20,748 -8,554 12,865 1,423 -19,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 37.7 3.3 82.8 51.4 96.4 92.4 3.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
54 121 48 63 81 136 231
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 76,312
COMMITMENTS
11,855 36,121 1,060 49,688 30,771 62,603 67,952 13,709 8,360
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 7,627)
-477 2,456 827 5,811 5,636 6,161 8,919 1,467 -1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 47.3 1.4 65.1 40.3 82.0 89.0 18.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
18 27 7 15 24 38 53
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 74,089
COMMITMENTS
18,674 2,488 82 28,232 55,359 46,988 57,929 27,101 16,160
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 9,487)
4,908 -5,753 -22 5,062 11,521 9,948 5,746 -461 3,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 3.4 0.1 38.1 74.7 63.4 78.2 36.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
22 6 2 18 17 40 25
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 13,213
COMMITMENTS
3,017 8,470 78 7,646 3,692 10,741 12,240 2,472 973
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,436)
-532 1,341 -143 2,193 52 1,518 1,250 -82 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 64.1 0.6 57.9 27.9 81.3 92.6 18.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 5 2 4 6 11 12
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,093
COMMITMENTS
5,360 355 0 14,172 20,276 19,532 20,631 1,561 462
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -1,533)
-322 -470 0 122 75 -200 -395 -1,333 -1,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 1.7 0.0 67.2 96.1 92.6 97.8 7.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 0 7 5 15 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 31,853
COMMITMENTS
8,897 3,715 1,947 13,086 11,507 23,930 17,169 7,923 14,684
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 4,385)
3,667 -170 -1,397 -308 457 1,962 -1,110 2,423 5,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 11.7 6.1 41.1 36.1 75.1 53.9 24.9 46.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 4 5 16 18 26 25
Updated January 25, 2008